Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 90.40 % | 96.70 % | 500,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
22/11/2024 | 0.33% | 92.30 % | 92.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,418 CHF | 463,968 CHF | 99.90% | 99.90% |
20/11/2024 | 0.33% | 94.30 % | 94.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,784 CHF | 474,333 CHF | 99.37% | 99.37% |
19/11/2024 | 0.33% | 94.10 % | 94.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,404 CHF | 472,954 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,723 CHF | 475,273 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 95.20 % | 95.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,525 CHF | 477,074 CHF | 99.04% | 99.04% |
14/11/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,274 CHF | 473,824 CHF | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.40 % | 94.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,317 CHF | 474,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,151 CHF | 474,701 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 95.10 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,904 CHF | 477,454 CHF | 100.00% | 100.00% |